Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250)
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scientific article; zbMATH DE number 7087501
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| English | Exit problems for general draw-down times of spectrally negative Lévy processes |
scientific article; zbMATH DE number 7087501 |
Statements
Exit problems for general draw-down times of spectrally negative Lévy processes (English)
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31 July 2019
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spectrally negative Lévy process
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draw-down time
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exit problem
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potential measure
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creeping time
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hitting time
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0.9138609766960144
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0.8613351583480835
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0.858087956905365
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0.8464623093605042
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